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Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios

Yoon, Gawon - In: Applied economics 43 (2011) 16/18, pp. 2313-2320

Persistent link: https://www.econbiz.de/10009380059

An empirical demonstration of classical comparative cost theory : a correction to Balassa (1963)

Yoon, Gawon - In: Applied financial economics 21 (2011) 22/24, pp. 1765-1767

Persistent link: https://www.econbiz.de/10009384837

On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity

Yoon, Gawon - In: Applied economics letters 17 (2010) 13/15, pp. 1389-1396

Persistent link: https://www.econbiz.de/10008938279

Nonlinear mean-reversion to purchasing power parity : exponential smooth transition autoregressive models and stochastic unit root processes

Yoon, Gawon - In: Applied economics 42 (2010) 4/6, pp. 489-496

Nonlinear exponential smooth transition autoregressive (ESTAR) models are recently very popular in modelling the deviation from purchasing power parity. This article, shows that there is a close relation between the ESTAR models estimated in Taylor et al. (2001) and stochastic unit root (STUR)...

Persistent link: https://www.econbiz.de/10003951985